-91.6%
HTZ vs MKC
-34.4%
-57.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.4% | +3.7% | +8.0% |
| 7D | +18.9% | +9.6% | +9.4% | +16.7% |
| 30D | +26.3% | +12.0% | +14.2% | +23.3% |
| 3M | +49.7% | -2.0% | +51.7% | +49.8% |
| 6M | -61.1% | +7.2% | -68.3% | -62.2% |
| YTD | -56.0% | -23.7% | -32.3% | -52.9% |
| 1Y | -66.4% | -18.3% | -48.1% | -64.8% |
| 3Y | -75.8% | -15.6% | -60.2% | -74.8% |
| 5Y | -93.1% | -30.0% | -63.1% | -91.6% |
| All | -91.6% | -34.4% | -57.2% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling